IDFF.L vs. EIMI.L
IDFF.L (iShares MSCI AC Far East ex-Japan UCITS ETF) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both exchange-traded funds - IDFF.L is a Japan Equities fund tracking the iShares MSCI AC Far East ex-Japan UCITS ETF, while EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index. Both are passively managed. Over the past 10 years, IDFF.L returned 9.66%/yr vs 9.25%/yr for EIMI.L. With a 0.95 correlation, they move nearly in lockstep. IDFF.L charges 0.74%/yr vs 0.18%/yr for EIMI.L.
Performance
IDFF.L vs. EIMI.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDFF.L achieves a 26.95% return, which is significantly higher than EIMI.L's 18.64% return. Both investments have delivered pretty close results over the past 10 years, with IDFF.L having a 9.66% annualized return and EIMI.L not far behind at 9.25%.
IDFF.L
- 1D
- -1.70%
- 1M
- -8.33%
- 6M
- 18.87%
- YTD
- 26.95%
- 1Y
- 48.14%
- 3Y*
- 24.00%
- 5Y*
- 7.12%
- 10Y*
- 9.66%
EIMI.L
- 1D
- -0.30%
- 1M
- -6.07%
- 6M
- 13.34%
- YTD
- 18.64%
- 1Y
- 34.63%
- 3Y*
- 19.30%
- 5Y*
- 7.21%
- 10Y*
- 9.25%
IDFF.L vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 26.95% | 39.49% | 12.16% | 1.47% | -21.79% | -9.20% | 25.91% | 17.27% | -15.18% | 41.70% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 18.64% | 32.16% | 7.36% | 11.03% | -19.67% | -0.65% | 18.80% | 16.37% | -14.18% | 36.94% |
Correlation
The correlation between IDFF.L and EIMI.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 30, 2014 | 0.95 |
The correlation between IDFF.L and EIMI.L has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
IDFF.L vs. EIMI.L — Risk / Return Rank
IDFF.L
EIMI.L
IDFF.L vs. EIMI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDFF.L | EIMI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.72 | +1.07 |
| Martin ratioReturn relative to average drawdown | 11.11 | 8.68 | +2.44 |
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Drawdowns
IDFF.L vs. EIMI.L - Drawdown Comparison
The maximum IDFF.L drawdown since its inception was -64.08%, which is greater than EIMI.L's maximum drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for IDFF.L and EIMI.L.
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Drawdown Indicators
| IDFF.L | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.08% | -38.73% | -25.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -12.66% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -17.44% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -43.71% | -33.69% | -10.02% |
Max Drawdown (10Y)Largest decline over 10 years | -50.09% | -38.73% | -11.36% |
Current DrawdownCurrent decline from peak | -10.89% | -7.71% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -18.18% | -13.92% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 3.98% | +0.34% |
Volatility
IDFF.L vs. EIMI.L - Volatility Comparison
iShares MSCI AC Far East ex-Japan UCITS ETF (IDFF.L) has a higher volatility of 10.68% compared to iShares Core MSCI EM IMI UCITS ETF (EIMI.L) at 8.59%. This indicates that IDFF.L's price experiences larger fluctuations and is considered to be riskier than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDFF.L | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 8.59% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 22.07% | 19.48% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.77% | 21.43% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.32% | 18.83% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.81% | 19.22% | +1.59% |
IDFF.L vs. EIMI.L - Expense Ratio Comparison
IDFF.L has a 0.74% expense ratio, which is higher than EIMI.L's 0.18% expense ratio.
Dividends
IDFF.L vs. EIMI.L - Dividend Comparison
IDFF.L's dividend yield for the trailing twelve months is around 1.10%, while EIMI.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 1.10% | 1.46% | 1.85% | 1.85% | 2.07% | 1.39% | 1.13% | 1.67% | 2.04% | 1.50% | 1.92% | 2.29% |
Frequently Asked Questions
With a correlation of 0.97, IDFF.L and EIMI.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.74% for IDFF.L.
IDFF.L is categorized as Japan Equities, while EIMI.L is Emerging Markets Equities. IDFF.L tracks iShares MSCI AC Far East ex-Japan UCITS ETF, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. Their fees differ too: 0.74% for IDFF.L and 0.18% for EIMI.L.
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